Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47450.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46052.1 Kr¶

PnL: ---------------------------------------> -836.47 Kr¶

DD now: ---------------------------------> -2.426 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 12:20:58.193357'

Anic Portfolio¶

Today¶

Return: -0.162 %¶

This Week¶

Return: -0.162 %¶

Total¶

Return: 55.339 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -0.460000 776.400000 103.400000 15.360000 673.000000
Nordea Bank Abp 29 0.330000 3526.400000 72.400000 2.100000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.970000 384.000000 29.000000 8.170000 355.000000
Resurs Holding 22 -1.410000 601.480000 27.480000 4.790000 573.999998
AcadeMedia 12 0.750000 583.680000 26.680000 4.790000 557.000004
Swedbank A 3 -0.360000 587.250000 23.250000 4.120000 564.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Intrum 4 -1.350000 540.600000 13.600000 2.580000 527.000000
Securitas B 6 -2.130000 575.460000 5.460000 0.960000 570.000000
Corem Property Group B 59 -5.140000 582.040000 5.040000 0.870000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
Midsona B 63 -1.110000 561.330000 -21.670000 -3.720000 582.999984
International Petroleum Corp. 5 -2.000000 562.500000 -32.070000 -5.390000 594.565215
CTEK 13 -1.760000 500.630000 -33.370000 -6.250000 533.999999
Essity B 2 0.970000 539.600000 -34.400000 -5.990000 574.000000
Sampo Oyj SDB 7 0.650000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 1.980000 564.980000 -48.020000 -7.830000 612.999432
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.550000 2880.800000 -90.200000 -3.040000 2971.000006
OX2 18 1.180000 1462.500000 -201.500000 -12.110000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46052.100000 -836.470000 -2.42602% 46888.564618

Updated:¶

'2023-01-30 12:21:11.102281'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶